+28.0%
PFE vs XLC
+137.1%
-109.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -3.0% | +3.5% | -6.4% | -4.1% |
| 30D | +5.2% | -2.6% | +7.8% | +6.1% |
| 3M | +12.2% | -2.1% | +14.3% | +12.9% |
| 6M | +17.8% | -5.5% | +23.3% | +19.8% |
| YTD | +26.2% | -6.9% | +33.1% | +28.9% |
| 1Y | +23.2% | -3.7% | +26.9% | +24.3% |
| 3Y | +21.3% | +64.2% | -42.9% | -0.9% |
| 5Y | -23.1% | +43.0% | -66.1% | -34.3% |
| All | +28.0% | +137.1% | -109.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling